Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,090 CHF | 23,590 CHF | 100.00% | 100.00% |
19/11/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,957 CHF | 25,457 CHF | 99.94% | 99.94% |
18/11/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,120 CHF | 24,620 CHF | 99.64% | 99.64% |
15/11/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,927 CHF | 24,427 CHF | 100.00% | 100.00% |
14/11/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,588 CHF | 23,088 CHF | 99.44% | 99.44% |
13/11/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 49,819 | 49,819 | 22,213 CHF | 22,713 CHF | 98.88% | 98.88% |
12/11/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,056 CHF | 21,556 CHF | 97.96% | 97.96% |
11/11/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,609 CHF | 20,109 CHF | 77.73% | 77.73% |
08/11/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,169 CHF | 19,669 CHF | 88.69% | 88.69% |
07/11/2024 | 2.76% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 48,703 | 48,703 | 18,326 CHF | 18,826 CHF | 99.06% | 99.06% |